so i went today to my apointment with the shrink today and told me i was getting depresed but it was normal of people to get depresed after leaving the military carear behind its been 2 years now and i still feel the same depresed, no girlfriend but with a job that might end soon so the doc told me to go to some depresion group to let out all my anger and issues with the world but yeah i dont feel like going to a group of ppl who are depresed especialy since im probably the youngest of them all so any tips on this guys ? 
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Just look at it this way. Even if you think the group will be a waste of time, what damage is done by going there? Yes you might be uncomfortable but if that's the case you can always leave. You can go to the group and not say anything if you don't want to. The purpose of the group is to give people a safe and inviting place to talk. They give you resources or insight backed by experience.
You could go and figure out that groups are not your thing but that's fine too. I hope you find something that works for you regardless.
Also, if you need to chat I'm a good listener.